Quant GANs: deep generation of financial time series (Q5139243): Difference between revisions

@@ Property / author @@
-Robert Knobloch
@@ Property / author: Robert Knobloch / rank @@
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+Robert Knobloch
@@ Property / author: Robert Knobloch / rank @@
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+Wasserstein GAN
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+W3103346379
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+.06673
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@@ Property / cites work @@
+Deep optimal stopping
@@ Property / cites work: Deep optimal stopping / rank @@
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@@ Property / cites work @@
+The Pricing of Options and Corporate Liabilities
@@ Property / cites work: The Pricing of Options and Corporate Liabilities / rank @@
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@@ Property / cites work @@
+Generalized autoregressive conditional heteroscedasticity
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@@ Property / cites work @@
+Deep hedging
@@ Property / cites work: Deep hedging / rank @@
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@@ Property / cites work @@
+Empirical properties of asset returns: stylized facts and statistical issues
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@@ Property / cites work @@
+Probability distribution of returns in the Heston model with stochastic volatility*
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@@ Property / cites work @@
+Q5270493
@@ Property / cites work: Q5270493 / rank @@
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@@ Property / cites work @@
+A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options
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@@ Property / cites work @@
+Financial Modelling with Jump Processes
@@ Property / cites work: Financial Modelling with Jump Processes / rank @@
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@@ Property / cites work @@
+Optimal Transport
@@ Property / cites work: Optimal Transport / rank @@
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@@ links / mardi / name / links / mardi / name @@
+Publication:5139243